+420.4%
TTMI vs ALL
+372.0%
+48.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -4.8% |
| 7D | -11.5% | -0.1% | -11.4% | -11.7% |
| 30D | -40.3% | +13.8% | -54.1% | -42.8% |
| 3M | -44.5% | -2.8% | -41.7% | -44.6% |
| 6M | -54.1% | +23.7% | -77.7% | -58.5% |
| YTD | +4.7% | +27.3% | -22.6% | -7.5% |
| 1Y | +3.3% | +30.5% | -27.2% | -9.9% |
| 3Y | +407.2% | +113.0% | +294.2% | +235.9% |
| 5Y | +406.5% | +157.6% | +249.0% | +193.0% |
| 10Y | +420.4% | +368.4% | +52.0% | +120.7% |
| All | +420.4% | +372.0% | +48.4% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling